CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9478 |
0.9579 |
0.0101 |
1.1% |
0.9677 |
| High |
0.9582 |
0.9655 |
0.0073 |
0.8% |
0.9726 |
| Low |
0.9439 |
0.9515 |
0.0076 |
0.8% |
0.9449 |
| Close |
0.9544 |
0.9521 |
-0.0023 |
-0.2% |
0.9481 |
| Range |
0.0143 |
0.0140 |
-0.0003 |
-2.1% |
0.0277 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
0.9% |
0.0000 |
| Volume |
66,966 |
88,588 |
21,622 |
32.3% |
404,640 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9892 |
0.9598 |
|
| R3 |
0.9844 |
0.9752 |
0.9560 |
|
| R2 |
0.9704 |
0.9704 |
0.9547 |
|
| R1 |
0.9612 |
0.9612 |
0.9534 |
0.9588 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9552 |
| S1 |
0.9472 |
0.9472 |
0.9508 |
0.9448 |
| S2 |
0.9424 |
0.9424 |
0.9495 |
|
| S3 |
0.9284 |
0.9332 |
0.9483 |
|
| S4 |
0.9144 |
0.9192 |
0.9444 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0209 |
0.9633 |
|
| R3 |
1.0106 |
0.9932 |
0.9557 |
|
| R2 |
0.9829 |
0.9829 |
0.9532 |
|
| R1 |
0.9655 |
0.9655 |
0.9506 |
0.9604 |
| PP |
0.9552 |
0.9552 |
0.9552 |
0.9526 |
| S1 |
0.9378 |
0.9378 |
0.9456 |
0.9327 |
| S2 |
0.9275 |
0.9275 |
0.9430 |
|
| S3 |
0.8998 |
0.9101 |
0.9405 |
|
| S4 |
0.8721 |
0.8824 |
0.9329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9719 |
0.9439 |
0.0280 |
2.9% |
0.0137 |
1.4% |
29% |
False |
False |
83,926 |
| 10 |
0.9726 |
0.9439 |
0.0287 |
3.0% |
0.0120 |
1.3% |
29% |
False |
False |
81,873 |
| 20 |
0.9729 |
0.9360 |
0.0369 |
3.9% |
0.0124 |
1.3% |
44% |
False |
False |
88,564 |
| 40 |
0.9857 |
0.9222 |
0.0635 |
6.7% |
0.0130 |
1.4% |
47% |
False |
False |
61,368 |
| 60 |
0.9990 |
0.9222 |
0.0768 |
8.1% |
0.0137 |
1.4% |
39% |
False |
False |
41,294 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0122 |
1.3% |
36% |
False |
False |
31,091 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0111 |
1.2% |
36% |
False |
False |
24,909 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0100 |
1.1% |
36% |
False |
False |
20,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0250 |
|
2.618 |
1.0022 |
|
1.618 |
0.9882 |
|
1.000 |
0.9795 |
|
0.618 |
0.9742 |
|
HIGH |
0.9655 |
|
0.618 |
0.9602 |
|
0.500 |
0.9585 |
|
0.382 |
0.9568 |
|
LOW |
0.9515 |
|
0.618 |
0.9428 |
|
1.000 |
0.9375 |
|
1.618 |
0.9288 |
|
2.618 |
0.9148 |
|
4.250 |
0.8920 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9585 |
0.9547 |
| PP |
0.9564 |
0.9538 |
| S1 |
0.9542 |
0.9530 |
|